+294.5%
JPM vs CTVA
+208.7%
+85.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -0.7% | -4.5% | +3.8% | +1.4% |
| 30D | -2.5% | +11.3% | -13.8% | -7.1% |
| 3M | +14.1% | +12.3% | +1.8% | +7.1% |
| 6M | +25.1% | +7.2% | +17.9% | +19.5% |
| YTD | +12.1% | +26.0% | -13.9% | -1.0% |
| 1Y | +18.8% | +16.0% | +2.8% | +8.4% |
| 3Y | +163.4% | +73.9% | +89.5% | +91.7% |
| 5Y | +156.5% | +103.8% | +52.8% | +65.6% |
| All | +294.5% | +208.7% | +85.7% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling